-65.3%
JD vs AFRM
-27.6%
-37.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.8% |
| 7D | -4.0% | -5.5% | +1.5% | -3.2% |
| 30D | +2.7% | -15.5% | +18.1% | +5.1% |
| 3M | -13.0% | -10.3% | -2.7% | -12.1% |
| 6M | -12.7% | +0.6% | -13.3% | -14.1% |
| YTD | -0.8% | -11.5% | +10.7% | -1.4% |
| 1Y | -8.9% | -16.6% | +7.7% | -8.8% |
| 3Y | +17.0% | +193.5% | -176.5% | -14.5% |
| 5Y | -63.5% | -55.8% | -7.7% | -71.9% |
| All | -65.3% | -27.6% | -37.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling